Humans evolved the ability to seek and find connections between things and events in the environment (snakes with rattles should be avoided), and those who made the best connections left behind the most offspring. We are their descendants. The problem is that causal thinking is not infallible. We make connections whether they are there or not. These misidentifications come in two varieties: false negatives get you killed (snakes with rattles are okay); false positives merely waste time and energy (a rain dance will end a drought). We are left with a legacy of false positives—hypnopompic hallucinations become ghosts or aliens; knocking noises in an empty house indicate spirits and poltergeists; shadows and lights in a tree become the Virgin Mary; random mountain shadows on Mars are seen as a face constructed by aliens. The belief influences the perception. “Missing” fossils in geological strata become evidence of divine creation. The lack of a written order by Hitler to exterminate the Jews means that perhaps there was no such order … or no such extermination. Coincidental configurations of subatomic particles and astronomical structures indicate an intelligent designer of the universe. Vague feelings and memories evoked through hypnosis and guided-imagery in therapy evolve into crystal-clear memories of childhood sexual abuse, even when no corroborating evidence exists.